liftLRD: Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series

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Implementations of Hurst exponent estimators based on the relationship between wavelet lifting scales and wavelet energy.

Author
Marina Knight [aut], Guy Nason [ctb], Matt Nunes [aut, cre]
Date of publication
2016-09-07 14:41:36
Maintainer
Matt Nunes <m.nunes@lancaster.ac.uk>
License
GPL-2
Version
1.0-5

View on CRAN

Man pages

artificial.levels
artificial.levels
bootci
bootstrap confidence interval calculation
Hfrombeta
Compute Hurst exponent from wavelet scale - energy regression...
idj
Functions to perform summary calculations of wavelet scales...
liftHurst
Performs (non-decimated) lifting based estimation of the...
liftLRD-package
Wavelet lifting estimators of the Hurst exponent for...

Files in this package

liftLRD
liftLRD/NAMESPACE
liftLRD/R
liftLRD/R/artificial.levels.R
liftLRD/R/mad2.R
liftLRD/R/idj.R
liftLRD/R/bootci.R
liftLRD/R/liftHurst.R
liftLRD/R/medj.R
liftLRD/R/meanmo.R
liftLRD/R/meanj.R
liftLRD/R/mean2.R
liftLRD/R/zzz.R
liftLRD/R/Hfrombeta.R
liftLRD/MD5
liftLRD/DESCRIPTION
liftLRD/man
liftLRD/man/artificial.levels.Rd
liftLRD/man/idj.Rd
liftLRD/man/liftLRD-package.Rd
liftLRD/man/bootci.Rd
liftLRD/man/liftHurst.Rd
liftLRD/man/Hfrombeta.Rd